+1,107.0%
PCAR vs ET
+1,435.0%
-328.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | -6.2% | +7.5% | -13.7% | -8.0% |
| 3M | +5.9% | +11.4% | -5.5% | +2.9% |
| 6M | +0.4% | +18.5% | -18.1% | -4.2% |
| YTD | +14.8% | +37.4% | -22.6% | +5.5% |
| 1Y | +30.1% | +30.9% | -0.8% | +20.9% |
| 3Y | +66.7% | +98.7% | -32.1% | +38.3% |
| 5Y | +166.1% | +230.7% | -64.6% | +92.4% |
| 10Y | +353.7% | +175.6% | +178.1% | +216.2% |
| All | +1,107.0% | +1,435.0% | -328.0% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling